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~isPartOf:"Econometric reviews"
~source:"econis"
~subject:"Estimation"
~subject:"Exchange rate"
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Search: subject:"Volatility"
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Estimation
Exchange rate
Volatility
90
Volatilität
90
Theorie
53
Theory
53
Stochastic process
44
Stochastischer Prozess
44
Time series analysis
33
Zeitreihenanalyse
33
Schätzung
29
Estimation theory
25
Schätztheorie
25
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22
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22
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19
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19
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12
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12
Nichtparametrisches Verfahren
11
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11
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9
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9
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8
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33
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McAleer, Michael
4
Asai, Manabu
3
Chan, Joshua
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Meyer, Renate
2
Teräsvirta, Timo
2
Alghalith, Moawia
1
Amado, Cristina
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blasques, Francisco
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Yuzhi
1
Caporin, Massimiliano
1
D'Innocenzo, Enzo
1
Dimitrakopoulos, Stefanos
1
Eisenstat, Eric
1
Ftiti, Zied
1
Glickman, Mark E.
1
Gonçalves, Sílvia
1
Herwartz, Helmut
1
Hsiao, Cheng
1
Jungbacker, Borus
1
Kolossiatis, Michalis
1
Kwan, W.
1
Li, Qi
1
Li, Wai Keung
1
Li, Yuyi
1
Long, Yonghong
1
Louhichi, Waël
1
Maasoumi, Esfandiar
1
Mahieu, Ronald J.
1
Martinet, Guillaume Gaetan
1
Marín, J. Miguel
1
Meddahi, Nour
1
Nakajima, Jouchi
1
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Econometric reviews
Discussion paper series / IZA
174
Energy economics
174
Applied economics
173
Finance research letters
153
Economic modelling
148
International review of economics & finance : IREF
146
NBER working paper series
142
Working paper / National Bureau of Economic Research, Inc.
133
NBER Working Paper
132
The North American journal of economics and finance : a journal of financial economics studies
129
Journal of international money and finance
128
International review of financial analysis
122
Journal of econometrics
113
Applied economics letters
112
Working paper
108
Discussion paper / Centre for Economic Policy Research
103
Journal of international financial markets, institutions & money
102
Journal of banking & finance
101
CESifo working papers
100
Journal of empirical finance
96
Applied financial economics
94
Research in international business and finance
92
Economics letters
84
Discussion paper / Tinbergen Institute
75
International journal of finance & economics : IJFE
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
The journal of futures markets
66
Journal of risk and financial management : JRFM
62
International Journal of Energy Economics and Policy : IJEEP
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
International journal of economics and financial issues : IJEFI
52
International journal of forecasting
52
The European journal of finance
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
IZA Discussion Paper
47
Journal of financial economics
46
International journal of economics and finance
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Cogent economics & finance
40
IMF working papers
39
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ECONIS (ZBW)
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1
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
Dynamic factor, leverage and realized covariances in multivariate stochastic
volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
4
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
5
Common and idiosyncratic conditional
volatility
: theory and empirical evidence from electricity prices
Blasques, Francisco
;
D'Innocenzo, Enzo
;
Koopman, Siem Jan
- In:
Econometric reviews
43
(
2024
)
8
,
pp. 638-670
Persistent link: https://www.econbiz.de/10015050635
Saved in:
6
On the estimation of integrated
volatility
in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
7
Data cloning estimation for asymmetric stochastic
volatility
models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
8
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
9
Bayesian analysis of moving average stochastic
volatility
models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
10
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
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